Stochastic programs as non-zero sum games

DOI10.1080/00207728008967080MaRDI QIDQ3883911zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1980

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728008967080

zbMATH Keywords

equivalent transformationgame-theoretic analysisoptimal Nash equilibrium strategiesstochastic linear programmingtwo-person non-zero sum games

Mathematics Subject Classification ID

Stochastic programming (90C15) 2-person games (91A05) Applications of game theory (91A80)

Cites work

• Chance-Constrained Games with Partially Controllable Strategies
• Constrained games as complementary eigenvalue problems
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• scientific article; zbMATH DE number 3156825 (Why is no real title available?)
• scientific article; zbMATH DE number 3528040 (Why is no real title available?)
• On the Stackelberg strategy in nonzero-sum games

Cited in

(1)

• A minimax policy for optimal portfolio choice

This page was built for publication: Stochastic programs as non-zero sum games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3883911)